+5.7%
DIS vs TPR
+28.7%
-23.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | +0.6% | +6.4% | -5.8% | -0.6% |
| 30D | +10.3% | +13.8% | -3.5% | +7.7% |
| 3M | +15.6% | -16.6% | +32.2% | +18.8% |
| 6M | +15.1% | +0.7% | +14.5% | +12.9% |
| YTD | +6.0% | +5.3% | +0.6% | +1.1% |
| 1Y | +5.7% | +32.4% | -26.7% | -15.9% |
| All | +5.7% | +28.7% | -23.0% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling